+56.4%
IJR vs ALLE
+50.7%
+5.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | -2.4% | -6.8% | +4.4% | +0.7% |
| 3M | +3.9% | +21.0% | -17.1% | -5.9% |
| 6M | +12.4% | +1.1% | +11.3% | +11.3% |
| YTD | +21.5% | -0.5% | +22.0% | +20.2% |
| 1Y | +24.0% | -7.3% | +31.2% | +27.4% |
| All | +56.4% | +50.7% | +5.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling